+53.9%
F vs CTAS
+113.1%
-59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | -1.8% | +7.1% | +6.3% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | -3.7% | +11.7% | -15.3% | -9.8% |
| 6M | +16.8% | +0.7% | +16.1% | +15.6% |
| YTD | +15.3% | +7.4% | +7.9% | +9.5% |
| 1Y | +31.0% | -2.1% | +33.1% | +31.4% |
| 3Y | +45.4% | +62.9% | -17.5% | -5.4% |
| All | +53.9% | +113.1% | -59.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling